Splitting at the infimum and excursions in half-lines for random walks and Lévy processes

Author:

Bertoin Jean

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. An extension of Pitman's theorem for spectrally positive Lévy processes;Bertoin;Ann. Probab.,1992

2. Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum;Bertoin;Ann. Inst. H. Poincaré,1991

3. Décomposition du mouvement brownien avec dérive en un minimum local par juxtaposition de ses excursions positives et négatives;Bertoin,1991

4. Fluctuation theory in continuous time;Bingham;Adv. Appl. Probab.,1975

5. Last exit times for random walks;Doney;Stochastic Process. Appl.,1989

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